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A Discontinuous Extended Kalman Filter for non-smooth dynamic problems

Chatzis, M. N.; Chatzi, E. N.; Triantafyllou, Savvas P.

A Discontinuous Extended Kalman Filter for non-smooth dynamic problems Thumbnail


Authors

M. N. Chatzis

E. N. Chatzi

Savvas P. Triantafyllou



Abstract

Problems that result into locally non-differentiable and hence non-smooth state-space equations are often encountered in engineering. Examples include problems involving material laws pertaining to plasticity, impact and highly non-linear phenomena. Estimating the parameters of such systems poses a challenge, particularly since the majority of system identification algorithms are formulated on the basis of smooth systems under the assumption of observability, identifiability and time invariance. For a smooth system, an observable state remains observable throughout the system evolution with the exception of few selected realizations of the state vector. However, for a non-smooth system the observable set of states and parameters may vary during the evolution of the system throughout a dynamic analysis. This may cause standard identification (ID) methods, such as the Extended Kalman Filter, to temporarily diverge and ultimately fail in accurately identifying the parameters of the system. In this work, the influence of observability of non-smooth systems to the performance of the Extended and Unscented Kalman Filters is discussed and a novel algorithm particularly suited for this purpose, termed the Discontinuous Extended Kalman Filter (DEKF), is proposed.

Citation

Chatzis, M. N., Chatzi, E. N., & Triantafyllou, S. P. (2017). A Discontinuous Extended Kalman Filter for non-smooth dynamic problems. Mechanical Systems and Signal Processing, 92, 13-29. https://doi.org/10.1016/j.ymssp.2017.01.021

Journal Article Type Article
Acceptance Date Jan 18, 2017
Online Publication Date Jan 29, 2017
Publication Date 2017-08
Deposit Date Feb 1, 2017
Publicly Available Date Feb 1, 2017
Journal Mechanical Systems and Signal Processing
Print ISSN 0888-3270
Electronic ISSN 1096-1216
Publisher Elsevier
Peer Reviewed Peer Reviewed
Volume 92
Pages 13-29
DOI https://doi.org/10.1016/j.ymssp.2017.01.021
Keywords System identification; Plasticity; Impacts; Non-smooth systems; Non-linearities; Kalman filters
Public URL https://nottingham-repository.worktribe.com/output/967052
Publisher URL http://www.sciencedirect.com/science/article/pii/S0888327017300298
Contract Date Feb 1, 2017

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